+76.5%
TXN vs MTUM
+114.7%
-38.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.7% |
| 7D | +4.0% | +0.7% | +3.3% | +3.3% |
| 30D | -2.9% | -2.4% | -0.4% | -0.6% |
| 3M | -9.1% | -3.6% | -5.5% | -5.6% |
| 6M | +36.6% | +23.7% | +13.0% | +15.1% |
| YTD | +57.5% | +22.9% | +34.6% | +32.8% |
| 1Y | +49.5% | +21.8% | +27.8% | +27.0% |
| 3Y | +76.5% | +114.4% | -37.9% | -8.8% |
| All | +76.5% | +114.7% | -38.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling